There is a widespread romantic view that "nature knows best".
I guess this is true from an evolutionary standpoint. Nature is much, much older than we are, and it is unwise to ignore the fact that we are part of it and very dependent on it. But evolution is blind, and it can get stuck in a suboptimal solution.
A mountain lake cannot jump over the next ridge to flow into the river down in the valley and into the sea much as it would like to, at least not until you get to the quantum level. Plant leaves reflect green light because photosynthesis does not use the green part of the spectrum, which is decidedly suboptimal.
Nature does not alway have the best solution.
In birds and fishes, there is one glaring thing that nature does not have, and that is propellers.
There is a rotating mechanism at the most basic level of our cells in the physical mechanism of ATP synthase. But at the macro level, nature apparently never found a way to make blood flow ( or in plants, sap ) in sufficient quantities to rotating parts. Birds have flapping wings, and fishes have undulating fins and tails, not because they are particularly efficient but because apparently, there is an evolutionary roadblock on the path to continuous rotation.
There is no reason to suppose that birds are more efficient than airplanes, or dolphins more efficient than submarines, and in fact they are not. Having said that, no doubt nature has tricks that we have not discovered yet, and that we could learn from.
But the main reason for studying animal flight and swimming is that they hold a special fascination for us. It is simply irresistible to apply the knowledge that have served us so well in understanding ships and airplanes, to birds and insects as well as anything else that propels itself through air or water.